+38.4%
AR vs CBOE
+368.5%
-330.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.4% | -1.4% |
| 7D | -2.5% | -5.8% | +3.3% | -1.3% |
| 30D | +2.5% | -3.1% | +5.7% | +3.1% |
| 3M | +12.3% | -4.8% | +17.1% | +13.0% |
| 6M | -3.1% | -0.6% | -2.6% | -4.1% |
| YTD | +11.5% | +12.8% | -1.3% | +7.3% |
| 1Y | +17.0% | +19.8% | -2.8% | +11.0% |
| 3Y | +47.3% | +86.9% | -39.6% | +22.3% |
| 5Y | +141.2% | +136.5% | +4.7% | +85.6% |
| All | +38.4% | +368.5% | -330.1% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling